Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators (Q4967886)
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scientific article; zbMATH DE number 7079346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators |
scientific article; zbMATH DE number 7079346 |
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Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators (English)
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11 July 2019
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optimal stopping
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optimal control problems
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stochastic variational inequalities
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elasto-plastic oscillators
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random forcing
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Hamilton-Jacobi-Bellman equations
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